Minimizing control variation in discrete-time optimal control problems

作者：

Highlights：

• We present a gradient-based method for discrete-time optimal control problems.

• The cost function is the sum of terminal cost and the variation of control signal.

• A smooth transformation and the constraint transcription technique are used.

• Two examples are provided to demonstrate the feasibility of the method.

摘要

•We present a gradient-based method for discrete-time optimal control problems.•The cost function is the sum of terminal cost and the variation of control signal.•A smooth transformation and the constraint transcription technique are used.•Two examples are provided to demonstrate the feasibility of the method.

论文关键词：37N35,49N90,90C30,Discrete-time optimal control,Smooth transformation,Constraints transcription,Terminal state constraints,All-time-step constraints

论文评审过程：Received 20 January 2015, Revised 24 April 2015, Available online 22 July 2015, Version of Record 1 August 2015.

论文官网地址：https://doi.org/10.1016/j.cam.2015.07.010